+2.9%
SHW vs PL
+10.1%
-7.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.8% | -1.2% |
| 7D | +0.7% | +22.3% | -21.6% | +0.7% |
| 30D | +8.4% | -8.3% | +16.7% | +8.4% |
| 3M | -2.2% | -43.3% | +41.0% | -1.9% |
| 6M | +13.3% | -65.8% | +79.2% | +13.9% |
| YTD | +9.2% | -29.5% | +38.7% | +8.9% |
| 1Y | +2.9% | +11.7% | -8.8% | +0.4% |
| All | +2.9% | +10.1% | -7.2% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling